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Courses / Modules / MANG6480 Advanced Time Series Modelling

Advanced Time Series Modelling

When you'll study it
Non-Standard
CATS points
15
ECTS points
7.5
Level
Level 7
Module lead
Soumyatanu Mukherjee
Academic year
2021-22

Module overview

The module offers a comprehensive introduction to Advanced Time Series Modelling. You will learn various analytical tools to enable you to analyse financial data. The module expects prior skills in data analysis covered by the module Quantitative Finance (MANG6299) in the 1st semester. In addition, Students on the MSc Risk and Finance can choose this module but they will need to have taken MANG6003 Quantitative Methods in the first semester if they wish to do so.

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